Petr Koldanov
- Research Fellow:HSE Campus in Nizhny Novgorod / Laboratory of Algorithms and Technologies for Networks Analysis (Nizhny Novgorod)
- Associate Professor:HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) / Department of Applied Mathematics and Informatics
- Programme Academic Supervisor:Applied Mathematics and Information Science
- Petr Koldanov has been at HSE University since 2012.
Education and Degrees
- 2009
Candidate of Sciences* (PhD)
- 2001
Master's
Lobachevsky State University of Nizhny Novgorod - 1999
Bachelor's
Lobachevsky State University of Nizhny Novgorod
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
Student Term / Thesis Papers
- Bachelor
K. Konova «The Research of the New Procedure for Multiple Testing». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2019
A. Ogurtsov «Signs correlation for Markowitz portfolio». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2018
M. Voronina «Testing Homogeneity Hypothesis of Network Stock Market Models». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2016
A. Elizarov «Checking the Statistical Hypotheses About the Power Law of the Stock Market». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2014
A. Elizarov «Checking the Statistical Hypotheses About the Power Law of the Stock Market». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2014
- Master
M. Voronina «The homogeneity of stock returns connections and rejection graph». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2018
D. Semenov «Testing Hypotheses of Elliptical Distribution Model of Stock Market Returns». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2017
I. Lariushina «Study and Comparison of Procedures for Testing Statistical Hypotheses on Degree Distribution of the Market Graph». Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod), 2017
Courses (2019/2020)
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Past Courses
Courses (2018/2019)
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Research seminar "Modern Problems of Operations Research" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2017/2018)
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Stochastic Methods of Decision Making (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 3 year, 3, 4 module)Rus
- Stochastic models (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2016/2017)
- Models of risk management (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Stochastic Methods of Decision Making (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 3 year, 1, 2 module)Rus
- Stochastic models (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2015/2016)
Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); field of study "01.03.02. Прикладная математика и информатика", field of study "38.03.05. Бизнес-информатика"; 2 year, 1-4 module)Rus
Research Seminar "Methods of Decision Analysis" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); "Компьютерная лингвистика", "Математическое моделирование"; 2 year, 3, 4 module)Rus
- Stochastic models (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2014/2015)
- Economic and Mathematic Modeling (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 2-4 module)Rus
- Scientific Workshop (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1-3 module)Rus
- Stochastic Methods of Decision Making (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 3 year, 1, 2 module)Rus
- Stochastic models (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2013/2014)
- Economic-Mathematical Modelling (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 2-4 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1, 2 module)Rus
- Scientific Workshop (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1-3 module)Rus
- Stochastic Methods of Decision Making (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2012/2013)
- Economic-Mathematical Modelling (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 1, 2 module)Rus
- Probability Theory and Mathematic Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Probability Theory and Mathematic Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 2-4 module)Rus
- Stochastic Methods of Decision Making (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Conferences
- 2018
XXXV International Seminar on Stability Problems for Stochastic Models (Пермь). Presentation: Statistical procedures for network structures identication with invariant risk function.
- 2017
The Xth International Conference on Multiple Comparison Procedures (Риверсайд). Presentation: Optimal statistical decision for Gaussian graphical model selection
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики Казанского федерального университета (Казань). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Statistical procedures for network structures identification
.XVIII-я Апрельская международная конференция по проблемам развития экономики и общества. (Москва). Presentation: On elliptical model for market network
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identiication
Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: Optimal test of conditional independence testing in multivariate normal distribution
- XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identification
- семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Статистические процедуры идентификации сетевых структур
- Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
- 2016Critical and collective effects in graphs and networks (Москва). Presentation: Optimal individual tests for model selection in Gaussian concentration graph
- XXXIII International Seminar on Stability Problems for Stochastic Models (Светлогорск). Presentation: About multivariate stock returns distribution
- XVII Апрельская международная научная конференция «Модернизация экономики и общества» (Москва). Presentation: Robust statistical procedures for network structure construction
- The Sixth International Conference on Network Analysis NET2016 (Нижний Новгород). Presentation: Testing the symmetry of multivariate distribution of stock returns
- 201512th International Conference on Computational Management Science 2015 (Прага). Presentation: “On stock selection for portfolio optimization”
- 9 th International Conference On Multiple Comparison Procedures (Hyderabad). Presentation: Multiple decision problems in network analysis
- 2014Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in market network
- Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in marklet network.
XXXII International Seminar on Stability Problem for Stochastic Models (Трондхейм). Presentation: Stable measure of dependence for network analysis
LinStat2014 (Linkoping). Presentation: Statistical inference for market network analysis
The Fourth Intenational Conferennce on Network Analysis NET 2014 (Нижний Новгород). Presentation: Different measures of similarity for multivariate elliptically contoured distributions.
- 2013Third International Conference on Network Analysis (Nizhny Novgorod). Presentation: Efficiency analysis of branch network
20193
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Loss function, unbiasedness, and optimality of Gaussian graphical model selection // Journal of Statistical Planning and Inference. 2019. Vol. 201. P. 32-39. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection // Lecture Notes in Computer Science. 2019. No. 11353. P. 304-308. doi
- Article Koldanov P. Statistics of individual tests for market graph identification in market network // Advances in Computer Science Research. 2019 (in press)
20185
- Chapter Koldanov P. Invariance Properties of Statistical Procedures for Network Structures Identification, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 289-297. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimal decision for the market graph identification problem in a sign similarity network // Annals of Operations Research. 2018. Vol. 266. No. 1-2. P. 313-327. doi
- Article Koldanov P. RISK FUNCTION AND OPTIMALITY OF STATISTICAL PROCEDURES FOR IDENTIFICATION OF NETWORK STRUCTURES // Ученые записки Казанского университета. Серия: Физико-математические науки. 2018. Vol. 160. No. 2. P. 317-326.
- Chapter Semenov D., Koldanov P. Rejection Graph for Multiple Testing of Elliptical Model for Market Network, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 221-234. doi
- Article Колданов П. А. Вероятность совпадения знаков центрированных относительно выборочного среднего случайных величин // Вестник Тверского государственного университета. Серия: Прикладная математика. 2018. № 4. С. 23-30. doi
201710
- Chapter Koldanov P., Семенов Д. Homogeneity hypothesis testing for degree distribution in the market graph, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. P. 153-162. doi
- Chapter Семенов Д. П., Колданов П. А. Homogeneity hypothesis testing for degree distribution in the market graph // В кн.: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi С. 153-162. doi
- Article Kalyagin V. A., Koldanov A. P., Petr A. Koldanov. Robust identification in random variables networks // Journal of Statistical Planning and Inference. 2017. Vol. 181. No. Feb . P. 30-40. doi
- Chapter Воронина М., Koldanov P. Stability Testing of Stock Returns Connections, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. P. 163-174. doi
- Chapter Koldanov P.A., Larushina J.D. Testing hypothesis on degree distribution in the market graph, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi P. 205-214 . doi
- Article Koldanov P., Koldanov A. P., Kalyagin V. A., Pardalos P. M. Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model // Statistics and Probability Letters. 2017. Vol. 122. P. 90-95. doi
- Chapter Колданов П. А., Колданов А. П., Калягин В. А., Пардалос П. О. Оптимальный тест проверки гипотезы об условной независимости в многомерном нормальном распределении //Optimal test of conditional independence in multivariate normal distribution // В кн.: Аналитические и вычислительные методы в теории вероятностей и её приложениях (АВМТВ-2017) = Analytical and Computational Methods in Probability Theory and its Applications (ACMPT-2017) : Proceedings, 23-27 October 2017. M. : RUDN, 2017. С. 500-505.
- Article Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Статистические процедуры идентификации сетевых структур фондовых рынков // Журнал Новой экономической ассоциации. 2017. Т. 3. № 35. С. 33-52.
- Chapter Колданов П. А., Калягин В. А., Колданов А. П. Устойчивые процедуры построения сетевых структур фондовых рынков // В кн.: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 4. М. : Издательский дом НИУ ВШЭ, 2017. С. 510-516.
- Article Колданов П. А. Функция риска статистических процедур идентификации сетевых структур // Вестник Тверского государственного университета. Серия: Прикладная математика. 2017. № 3. С. 45-59. doi
20165
- Chapter Latyshev A., Koldanov P. Investigation of Connections Between Pearson and Fechner Correlations in Market Network: Experimental Study, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 175-182. doi
- Article Koldanov P., Lozgacheva N. MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS // International Journal of Theoretical and Applied Finance. 2016. Vol. 19. No. 8. P. 1-14. doi
- Book Models, Algorithms and Technologies for Network Analysis, Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, Petr A. Koldanov, P. M. Pardalos. Vol. 156. Switzerland : Springer, 2016. doi
- Article Koldanov P., Kalyagin V. A., Bautin G. A. On some statistical procedures for stock selection problem // Annals of Mathematics and Artificial Intelligence. 2016. Vol. 76. No. 1. P. 47-57. doi
- Chapter Koldanov P., Комиссарова А. Э. Statistical uncertainty of minimum spanning tree in market network, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 157-163. doi
20147
- Chapter Koldanov P., Kalyagin V. A., Koldanov A. P., Zamaraev V. A. Market Graph and Markowitz Model, in: Optimization oi Science and Engineering (In Honor of the 60th Birthday of Panos M. Pardalos). NY : Springer, 2014. Ch. 15. P. 301-313. doi
- Article Kalyagin V.A., Koldanov A.P., Koldanov P.A., Pardalos P.M., Zamaraev V.A. Measures of uncertainty in market network analysis // Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59-70. doi
- Chapter Koldanov P., Bautin G. A. Multiple decision problem for stock selection in market network, in: Learning and Intelligent Optimization. / Ed. by P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Lectute Notes in Computer Science. Switzerland : Springer, 2014. P. 98-110.
- Article Kalyagin V. A., Koldanov P., Zamaraev V. A. Network Structure Ucertainty for Different Markets // Springer Optimization and Its Applications. 2014. Vol. 100. P. 181-197.
- Article Vizgunov Arsenii, Goldengorin B., Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M. Network approach for the Russian stock market // Computational Management Science. 2014. Vol. 11. No. 1-2. P. 45-55. doi
- Article Koldanov A. P., Koldanov P.A. Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix // Springer Optimization and Its Applications. 2014. Vol. 87. P. 205-216.
- Chapter Koldanov P., Pardalos P. M., Zamaraev V. A. Statistical Uncertainty of Market Network Structures, in: DATA ANALYTICS 2014, The Third International Conference on Data Analytics. , 2014. P. 91-94.
20133
- Article Koldanov P. Efficiency Analysis of Branch Network // Springer Proceedings in Mathematics & Statistics. 2013. Vol. 59. P. 71-84. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M., Bautin G. A. Simple measure of similarity for the market graph construction // Computational Management Science. 2013. Vol. 10. No. 2-3. P. 105-124. doi
- Article Koldanov A. P., Kalyagin V. A., Koldanov P.A., Pardalos P. M. Statistical procedures for the market graph construction // Computational Statistics & Data Analysis. 2013. Vol. 68. P. 17-29.
20122
- Article Визгунов А. Н., Гольденгорин Б. И., Замараев В. А., Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Применение рыночных графов к анализу фондового рынка России // Журнал Новой экономической ассоциации. 2012. № 3(15). С. 66-81.
- Article Колданов А. П., Колданов П. А. Статистические процедуры со многими решениями в задаче анализа итогов приема в филиалы ВУЗа // Бизнес-информатика. 2012. № 1(19). С. 24-31.
20111
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20071
20051
20031
Повышение квалификации
01.10.2012 - 16.11.2012
ПО ПРОГРАММЕ "АНГЛИЙСКИЙ ЯЗЫК. УГЛУБЛЕННОЕ ИЗУЧЕНИЕ GENERAL ENGLISH. INTERMEDIATE"
15.10.2014 - 27.11.2014 -general English, Upper Intermediate
13.05.2014 -18.05.2014 - Исследование операций и приложения
5.12.2015 -8.12.2015 - От физике к экономике
12.05.2015 -16.05.2015 - Исследование операций и приложения